Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle
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Publication:5457973
DOI10.1080/03610920701653185zbMATH Open1318.62050OpenAlexW1976487605MaRDI QIDQ5457973FDOQ5457973
Publication date: 10 April 2008
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701653185
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Cites Work
- Maximum Likelihood Estimation of Misspecified Models
- Neyman-type smooth tests for location-scale families
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Diagnostic testing and evaluation of maximum likelihood models
- Recent and classical goodness-of-fit tests for the Poisson distribution
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- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- On the asymptotic normality of statistics with estimated parameters
- The Lagrangian Multiplier Test
- The asymptotic effect of substituting estimators for parameters in certain types of statistics
- Moment Recurrence Relations for Binomial, Poisson and Hypergeometric Frequency Distributions
- Specification Test for Poisson Regression Models
- An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
- Cramér‐von Mises tests of fit for the Poisson distribution
- The Type B Gram-Charlier Series
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